| 000 | 02436nam a22004695i 4500 | ||
|---|---|---|---|
| 001 | 978-3-8349-8729-7 | ||
| 003 | DE-He213 | ||
| 005 | 20140220084553.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100701s2010 gw | s |||| 0|eng d | ||
| 020 |
_a9783834987297 _9978-3-8349-8729-7 |
||
| 024 | 7 |
_a10.1007/978-3-8349-8729-7 _2doi |
|
| 050 | 4 | _aHG1-9999 | |
| 050 | 4 | _aHG4501-6051 | |
| 050 | 4 | _aHG1501-HG3550 | |
| 072 | 7 |
_aKFF _2bicssc |
|
| 072 | 7 |
_aKFFK _2bicssc |
|
| 072 | 7 |
_aBUS027000 _2bisacsh |
|
| 072 | 7 |
_aBUS004000 _2bisacsh |
|
| 082 | 0 | 4 |
_a657.8333 _223 |
| 082 | 0 | 4 |
_a658.152 _223 |
| 100 | 1 |
_aScheurle, Patrick. _eauthor. |
|
| 245 | 1 | 0 |
_aPredictability of the Swiss Stock Market with Respect to Style _h[electronic resource] / _cby Patrick Scheurle. |
| 264 | 1 |
_aWiesbaden : _bGabler, _c2010. |
|
| 300 |
_aXXIII, 165p. 10 illus. _bonline resource. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 347 |
_atext file _bPDF _2rda |
||
| 505 | 0 | _aLiterature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I – Testing for Predictability -- Forecasting Models -- Empirical Part II – Investment Strategies -- Conclusion. | |
| 520 | _aThere is evidence of fairly strong serial correlation in small caps and a lead-lag relationship between large caps and small caps. Moreover, the discussion of a risk premium for cyclical risks which are captured by small caps and value stocks make style portfolios particularly interesting for research. Patrick Scheurle investigates refined market segments such as small value stocks or large growth stocks with respect to return predictability. The empirical research reveals significant positive first-order serial correlation in the returns of large value stocks, large neutral stocks, small neutral stocks, and small growth stocks. The evidence found supports the view that time-varying risk premia for cyclical risks might induce return predictability. | ||
| 650 | 0 | _aEconomics. | |
| 650 | 0 | _aBanks and banking. | |
| 650 | 1 | 4 | _aEconomics/Management Science. |
| 650 | 2 | 4 | _aFinance /Banking. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783834921918 |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-8349-8729-7 |
| 912 | _aZDB-2-SBE | ||
| 999 |
_c113059 _d113059 |
||